| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.34% | 187.39% |
| Max Drawdown | -24.68% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 37.71 | 3.52 |
| Outlier Loss Ratio | 4.18 | 3.3 |
| Volatility (ann.) | 10.48% | 26.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.33 | 0.55 |
| Skew | 3.24 | 0.2 |
| Kurtosis | 66.04 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.55% |
| Expected Yearly % | 6.85% | 30.2% |
| Kelly Criterion | 0.16% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.24% |
| Expected Shortfall (cVaR) | -0.9% | -2.24% |
| Year | 11396146:BTCUSD | 11396146:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.91 | -0.19 | + |
| 2023 | 155.54 | -6.22 | -0.04 | - |
| 2024 | 121.00 | 8.20 | 0.07 | - |
| 2025 | 16.76 | 15.81 | 0.94 | - |
| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | 1.29% | 31.46% |
| 6M | 8.14% | 12.77% |
| YTD | 15.81% | 16.76% |
| 1Y | 1.47% | 56.84% |
| 3Y (ann.) | 3.2% | 55.31% |
| 5Y (ann.) | 8.2% | 36.89% |
| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| Max Drawdown | -24.68% | -67.18% |
| Longest DD Days | 779.0 | 683.0 |
| Avg. Drawdown | -5.08% | -6.61% |
| Avg. Drawdown Days | 73.0 | 33.0 |
| Recovery Factor | 1.23 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2024-08-08 | -24.68 | 779 |
| 2024-09-05 | 2025-06-11 | -17.70 | 279 |
| 2022-05-16 | 2022-06-19 | -8.72 | 34 |
| 2022-03-15 | 2022-04-19 | -6.01 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-08-09 | 2024-08-13 | -3.30 | 4 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2024-09-03 | 2024-09-04 | -1.95 | 0 |
| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.38% | 35.75% |
| Worst Week | -8.68% | -29.64% |
| Best Month | 14.38% | 43.77% |
| Worst Month | -9.64% | -37.12% |
| Best Year | 15.81% | 155.54% |
| Worst Year | -6.22% | -56.42% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.15% | 6.9% |
| Avg. Down Week | -2.7% | -3.14% |
| Avg. Up Month | 4.97% | 11.55% |
| Avg. Down Month | -4.93% | -9.12% |
| Win Days % | 44.99% | 51.28% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 43.18% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |